Assuming that what is burning coming out of the nozzle is gaseous, the flow of the gas through the nozzle will cool it. (The cooling effect would work with liquid too)
Acetylene torches for example, IIRC, have brass nozzles (with several small holes for the oxygen and acetylene to emerge) and can cut through steel, a much higher melting point material. Oxy-hydrogen torches can cut through reinforced concrete, and concrete is VERY refractory.